A method of attaining sparsity of principal components in time series data
Abstract (Dimension reduction procedure have been extensively used for cross-sectional and time series data. One of the common tools for dimension and reduction is Principal Component Analysis (PCA). A possible drawback however is the difficulty in interpretation of the first few principal component...
| Autor principal: | |
|---|---|
| Formato: | Thesis |
| Idioma: | inglês |
| Publicado em: |
2006.
|
| Assuntos: |